Matthew 2:13-15

13 And after they were departed, behold an angel of the Lord appeared in sleep to Joseph, saying: Arise, and take the child and his mother, and fly into Egypt: and be there until I shall tell thee. For it will come to pass that Herod will seek the child to destroy him.

14 Who arose, and took the child and his mother by night, and retired into Egypt: and he was there until the death of Herod:

15 That it might be fulfilled which the Lord spoke by the prophet, saying: Out of Egypt have I called my son.